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Romeo Victor Ionescu, Costinela Fortea, Monica Laura Zlati and Valentin Marian Antohi
Since we are living in a time of multiple crises and geopolitical unrest, it is important to look at how monetary aggregates affect the real economy. This will help us figure out how uncertainty affects the economy and come up with more stable financial ...
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Mirza Sikalo, Almira Arnaut-Berilo and Adela Delalic
Comparing portfolio performance is complex due to the fact that each model is dominant in its own risk space. Since there is no single dominant performance measure, the research problem is how to incorporate several different measures into a performance ...
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Mohammad Sharik Essa and Evangelos Giouvris
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 202...
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Evangelos Spiliotis, Fotios Petropoulos and Vassilios Assimakopoulos
Forecasters have been using various criteria to select the most appropriate model from a pool of candidate models. This includes measurements on the in-sample accuracy of the models, information criteria, and cross-validation, among others. Although the ...
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Kamal P. Upadhyaya, Raja Nag and Franklin G. Mixon, Jr.
India is among the largest and fastest-growing economies in the world. To continue its growth, energy is and will continue to be one of its most important considerations. With a population of over one billion, India is the third largest consumer of petro...
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